+15.8%
BABA vs TCOM
+3.5%
+12.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | +3.8% | +7.4% | -3.6% | 0.0% |
| 30D | -5.4% | +13.2% | -18.6% | -11.4% |
| 3M | -17.9% | -4.6% | -13.4% | -16.0% |
| 6M | -24.1% | -16.4% | -7.7% | -17.2% |
| YTD | -27.4% | -38.8% | +11.3% | -8.3% |
| 1Y | -36.1% | -37.3% | +1.3% | -20.3% |
| 3Y | +35.4% | +31.4% | +3.9% | +5.8% |
| 5Y | -30.1% | +45.5% | -75.6% | -51.5% |
| 10Y | +15.8% | +4.6% | +11.2% | -15.3% |
| All | +15.8% | +3.5% | +12.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling